betaDiff: Simulate a diffusion process with beta invariant distribution

Description Usage Arguments Value Examples

Description

Simulate a diffusion process with beta invariant distribution

Usage

1
betaDiff(T = 10, dt = 0.01, alpha = 3, beta = 5, theta = 1)

Arguments

dt

Equal subintervals

alpha

The beta distribution parameter alpha

beta

The beta distribution parameter beta

theta

The beta distribution parameter theta

Value

A simulation of diffusion process given beta invariant distribution

Examples

1
2
betaDiff()
betaDiff(alpha=2,beta=4,theta=0.5)

ycs25/betaDiffu documentation built on May 30, 2019, 10:38 p.m.